LCDS vs. GXLC

Last updated Jul 15, 2026

LCDS (JPMorgan Fundamental Data Science Large Core ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. LCDS is actively managed, while GXLC is passively managed. With a 0.99 correlation, they move nearly in lockstep. LCDS charges 0.30%/yr vs 0.02%/yr for GXLC.

Performance

LCDS vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Core ETF (LCDS) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LCDS having a 10.76% return and GXLC slightly higher at 10.89%.

LCDS

• 1D: 0.45%
• 1M: 2.18%
• 6M: 9.14%
• YTD: 10.76%
• 1Y: 21.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: 0.38%
• 1M: 1.73%
• 6M: 9.12%
• YTD: 10.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LCDS vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
LCDS JPMorgan Fundamental Data Science Large Core ETF	10.76%	3.64%
GXLC Global X U.S. 500 ETF	10.89%	3.22%

Correlation

The correlation between LCDS and GXLC is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.99

Return for Risk

LCDS vs. GXLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCDS

LCDS Risk / Return Rank: 66
LCDS Sharpe Ratio Rank: 68
LCDS Sortino Ratio Rank: 66
LCDS Omega Ratio Rank: 66
LCDS Calmar Ratio Rank: 60
LCDS Martin Ratio Rank: 70

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LCDS vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) and Global X U.S. 500 ETF (GXLC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LCDS	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.77	—	—
Sortino ratio: Return per unit of downside risk	2.43	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.39	—	—
Martin ratio: Return relative to average drawdown	10.19	—	—

Drawdowns

LCDS vs. GXLC - Drawdown Comparison

The maximum LCDS drawdown since its inception was -18.39%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for LCDS and GXLC.

Drawdown Indicators

	LCDS	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-18.39%	-9.08%	-9.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	—	—
Current Drawdown Current decline from peak	-0.22%	-0.74%	+0.52%
Average Drawdown Average peak-to-trough decline	-2.16%	-1.55%	-0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	—	—

Volatility

Volatility by Period

	LCDS	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	13.57%	-1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	13.57%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	13.57%	+2.55%

LCDS vs. GXLC - Expense Ratio Comparison

LCDS has a 0.30% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

LCDS vs. GXLC - Dividend Comparison

LCDS's dividend yield for the trailing twelve months is around 0.86%, more than GXLC's 0.63% yield.

Position	TTM	2025	2024
GXLC Global X U.S. 500 ETF	0.63%	0.30%	0.00%
LCDS JPMorgan Fundamental Data Science Large Core ETF	0.86%	0.92%	0.48%

Frequently Asked Questions

Can I hold both LCDS and GXLC in my portfolio?

With a correlation of 0.99, LCDS and GXLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LCDS or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCDS or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.30% for LCDS.

Which ETF pays a higher dividend yield, LCDS or GXLC?

LCDS has the higher dividend yield at 0.86%, compared with 0.63% for GXLC.

What is the main difference between LCDS and GXLC?

They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.30% for LCDS and 0.02% for GXLC.